R1 / Co. No. M M Y Y CAT. (For Official Use Only)

• Delete which is not appropriate. Combined and consolidated returns are defined in the completion instructions. Name of Authorized Institution Date of Submission The Monetary Authority requires the submitting Authorized Institution to provide the information specified in this return to the Monetary Authority, in the form set out in the return, in accordance with section 63(2) of the Banking Ordinance. (a) (b) (c) This return must be completed in accordance with the completion instructions issued by the Monetary Authority to ensure that all requisite information is provided and submitted in the required form. We certify that:

1. This return is, to the best of our knowledge and belief, correct.
2. The capital adequacy ratio was not at any time less than that specified under section 3A or 3B of the Banking (Capital) Rules or, if applicable, specified by the Monetary Authority in a notice served on the institution under section 97F(1) of the Banking Ordinance. Chief Accountant Name Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query Name MA(BS)3 (Rev 09/2022) SECRET Information required under the Banking Ordinance CAPITAL ADEQUACY RATIO OF AN AUTHORIZED INSTITUTION INCORPORATED IN HONG KONG *COMBINED / CONSOLIDATED RETURN As at ______________________ The Banking Ordinance Chief Executive Name Telephone Number in the case of a combined return – within 1 month after the end of each quarter; and in the case of a consolidated return – within 1 month after the end of each quarter unless otherwise advised by the Monetary Authority; and if the submission deadline falls on a public holiday, it will be deferred to the next working day. The information, in the form of the duly completed return, must be submitted to the Monetary Authority:

Part I: Summary Certificate on Capital Adequacy Ratios Division A: Calculation of Capital Adequacy Ratios Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 Column 3 HK$'000

1. Capital Base Part II 1.1 Tier 1 Capital (A) 1.1(i) Common Equity Tier 1 Capital (B) 1.1(ii) Additional Tier 1 Capital 1.2 Tier 2 Capital 1.3 Total Capital (C)
2. Calculation of Total Risk-weighted Amount 2.1 Risk-weighted amount for credit risk (BSC Approach) Part IIIa 2.2 Part IIIb 2.3 Risk-weighted amount for credit risk (IRB Approach) Part IIIc 2.4 Risk-weighted amount for credit risk (CCP) Part IIIe 2.5 Risk-weighted amount for credit risk (CVA) Part IIIf (only for AIs not using IRB approach) 2.6 (i) SEC-IRBA Part IIId [Item 2.6(i) = Part IIId: Item A5(a)] (ii) Part IIId [Item 2.6(ii) = Part IIId: Item A5(b) + Item A6] 2.7 Total risk-weighted amount for credit risk [Item 2.7 = Item 2.1 + Item 2.2 + Item 2.3 + Item 2.4 + Item 2.5

• Item 2.6(i) + Item 2.6(ii)] 2.8 Risk-weighted amount for market risk Part IV 2.9 Risk-weighted amount for operational risk Part V 2.9a Risk-weighted amount for sovereign concentration risk Part VI 2.10 Additional risk-weighted amount due to application of Division B capital floor (only for AIs using IRB Approach) 2.11 Total risk-weighted amount before deductions [Item 2.11 = Item 2.7 + Item 2.8 + Item 2.9 + Item 2.9a + Item 2.10] 2.12 Deductions: (i) Portion of regulatory reserve for general banking risks and collective provisions which is not included in Tier 2 Capital (ii) Portion of cumulative fair value gains arising from the revaluation of land and buildings which is not included in Tier 2 Capital (iii) Total deductions (i) + (ii) 2.13 Total risk-weighted amount (D) [Item 2.13 = Item 2.11 - Item 2.12(iii)]

3. Calculation of Common Equity Tier 1 Capital Ratio [(B) / (D)] x 100% = %
4. Calculation of Tier 1 Capital Ratio [(A) / (D)] x 100% = %
5. Calculation of Total Capital Ratio [(C) / (D)] x 100% = %
6. IRB coverage (only for AIs using IRB Approach) [(Item 2.3 + Item 2.6(i)) / (Item 2.7 - Item 2.4)] % x 100% (only for exposures that are risk-weighted under BSC approach, STC approach, SEC-ERBA, SEC-SA and SEC-FBA) Risk-weighted amount for credit risk (STC Approach) Risk-weighted amount for credit risk for securitization exposures under: SEC-ERBA, SEC-SA and SEC-FBA

• Part I: 1 -

Division B: Calculation of Capital Floor (Only for authorized institutions using IRB Approach) Is the authorized institution subject to capital floor? (If yes, proceed to the table below; if no, go directly to Part I Division C) - / Yes / No Item Nature of item Reference Column 1 HK$'000 Column 2 HK$'000 1. (i) (a) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (d) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (e) under Division 3 of Part 6A - CVA (where applicable) Part IIIf (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) (ix) % (x) 2. (i) (a) under BSC Approach (where applicable) Part IIIa (b) under STC Approach (where applicable) Part IIIb (c) under IRB Approach Part IIIc (d) under SEC-ERBA, SEC-SA and SEC-FBA (where applicable) Part IIId (e) under SEC-IRBA Part IIId (f) under Division 4 of Part 6A - CCP exposures (where applicable) Part IIIe (ii) Part IV (iii) Part V (iv) (v) (vi) Part II (vii) Part II (viii) Part II (ix) 3. 4. Additional risk-weighted amount due to application of capital floor [Item 4 = max(0, Item 3) x 12.5] Calculation of capital charge under the various approaches in use Less: Surplus provisions derived from EL-EP calculation under the IRB approach and the portion of its total regulatory reserve for general banking risks and collective provisions relevant to the SEC-IRBA approach Difference in adjusted capital charge [Item 3 = Item 1(x) - Item 2(ix)] Risk-weighted amount for market risk Total risk-weighted amount [Item 2(iv) = Item 2(i) + Item 2(ii) + Item 2(iii)] 8% of total risk-weighted amount [Item 2(iv) x 8%] Adjusted capital charge [Item 2(ix) = Item 2(v) + Item 2(vi) - Item 2(vii) - Item 2(viii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital Calculation of capital charge for the application of capital floor Risk-weighted amount for credit risk Risk-weighted amount for market risk Total risk-weighted amount [Item 1(iv) = Item 1(i) + Item 1(ii) + Item 1(iii)] Risk-weighted amount for operational risk 8% of total risk-weighted amount [Item 1(v) = Item 1(iv) x 8%] Plus: Deductions from Common Equity Tier 1 Capital, Additional Tier 1 Capital and Tier 2 Capital Capital floor adjustment factor [Please specify: %] Risk-weighted amount for operational risk Adjusted capital charge after applying capital floor adjustment factor [Item 1(x) = Item 1(viii) x Item 1(ix)] Adjusted capital charge before applying capital floor adjustment factor [Item 1(viii) = Item 1(v) + Item 1(vi) - Item 1(vii)] Less: Portion of regulatory reserve for general banking risks and collective provisions included in Tier 2 Capital Risk-weighted amount for credit risk

• Part I: 2 -

Division C: Capital Buffer Requirements Item Nature of item Column 1

1. Net CET1 capital ratio % 2 Buffer level [Item 2 = Item 2.1 + Item 2.2 + Item 2.3] % of which: 2.1 Capital conservation buffer ratio % 2.2 Countercyclical capital buffer ratio % 2.3 Higher loss absorbency ratio % (applicable if the institution is a G-SIB or a D-SIB)

• Part I: 3 -

Part II: Capital Base Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Category I - Common Equity Tier 1 ("CET1") Capital (a) CET1 capital instruments (b) Share premium arising from item (a) (c) Retained earnings (i) of which: unaudited profit or loss of the current financial year and profit or loss of the immediately preceding financial year pending audit completion (d) Disclosed reserves (i) of which: fair value through other comprehensive income - financial assets Minority interests arising from CET1 capital instruments issued by the consolidated bank subsidiaries and held by third parties CET1 CAPITAL BEFORE DEDUCTIONS (A) (f) Deduct: Cumulative cash flow hedge reserves that relate to the hedging of financial instruments that are not fair valued on the balance sheet and result from changes in the own credit risk (excluding any debt valuation adjustments referred to in item (xii)) Cumulative fair value gains arising from the revaluation of land and buildings (covering both own-use and investment properties) (iv) Regulatory reserve for general banking risks (v) Goodwill (net of related deferred tax liability) (vi) Other intangible assets (net of related deferred tax liability) (1) of which: Mortgage servicing rights (vii) Defined benefit pension fund assets (net of related deferred tax liability) (viii) Deferred tax assets in excess of deferred tax liabilities (ix) Credit-enhancing interest-only strip, and any gain-on-sale and other increase in the CET1 capital arising from securitization transactions (x) Securitization exposures specified in a notice given by the MA (xi) Valuation adjustments (xii) Debit valuation adjustments in respect of derivative contracts (xiii) Excess of total EL amount over total eligible provisions under the IRB Approach Cumulative losses below depreciated cost arising from the institution's holdings of land and buildings (xv) Capital shortfall of regulated non-bank subsidiaries (xvi) Investments in own CET1 capital instruments Reciprocal cross holdings in CET1 capital instruments issued by any financial sector entities (e) (i) (ii) Cumulative fair value gains or losses on liabilities of the institution that are fair-valued (iii) (xiv) (xvii)

• Part II: 1 -

Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Capital investment in a connected company which is a commercial entity (amount of the net book value of such investment in excess of 15% of the institution's capital base) (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(1) of BCR to be aggregated with item (f)(xviii) Insignificant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xix) Significant LAC investments in CET1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold (1) of which: any amount of loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xx) For completion of return on a solo / solo-consolidated basis: Direct holdings of CET1 capital instruments issued by financial sector entities that are members of the institution's consolidation group (1) of which: any loans, facilities or other credit exposures that is required by section 46(2) of BCR to be aggregated with item (f)(xxi) Regulatory deductions applied to CET1 capital due to insufficient Additional Tier 1 capital to cover the required deductions CET1 CAPITAL AFTER DEDUCTIONS (B) Category II - Additional Tier 1 capital (g) Additional Tier 1 capital instruments issued and share premium, if any (i) of which: amount that is subject to phase out Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties ADDITIONAL TIER 1 CAPITAL BEFORE DEDUCTIONS (C) (i) Deduct: (i) Investments in own Additional Tier 1 capital instruments Reciprocal cross holdings in Additional Tier 1 capital instruments issued by financial sector entities Insignificant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by the 10% threshold Significant LAC investments in Additional Tier 1 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis: Direct holdings of Additional Tier 1 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Additional Tier 1 capital due to insufficient Tier 2 capital to cover the required deductions ADDITIONAL TIER 1 CAPITAL AFTER DEDUCTIONS (D) TIER 1 CAPITAL AFTER DEDUCTIONS (B) + (D) = (E) (h) (ii) (xx) (xxi) (xxii) (xviii) (xix) (iii) (iv) (v) (vi) Anti- Anti Solo -avoidance Solo Anti-avoidance - Solo

• Part II: 2 -

Column 1 Column 2 Item Nature of item HK$'000 HK$'000 Category III - Tier 2 capital (j) Tier 2 capital instruments issued and share premium, if any (i) of which: amount that is subject to phase out Applicable amount of capital instruments issued by the consolidated bank subsidiaries and held by third parties (l) Reserves attributable to fair value gains on revaluation of holdings of land and buildings Regulatory reserve for general banking risks (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Collective provisions (For the portion apportioned to BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) Total of (m) & (n) included in Tier 2 Capital (Limited to 1.25% of risk-weighted amount for credit risk calculated by using BSC approach or STC approach, and SEC-ERBA, SEC-SA and SEC-FBA) (p) Surplus provisions for exposures calculated by using IRB approach Regulatory reserve for general banking risks and collective provisions apportioned to SEC-IRBA TIER 2 CAPITAL BEFORE DEDUCTIONS (F) (r) Deduct: (i) Investments in own Tier 2 capital instruments (ii) Reciprocal cross holdings in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities Insignificant LAC investments in Tier 2 capital instruments issued by and non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a section 3C requirement and not covered by either the 5% or the 10% threshold Insignificant LAC investments in non-capital LAC liabilities of financial sector entities previously designated for the 5% threshold but no longer able to meet the conditions set out in section 2(3)(a) of Schedule 4F to BCR (For institutions defined as "section 2 institution" under section 2(1) of Schedule 4F to BCR) Significant LAC investments in Tier 2 capital instruments issued by financial sector entities that are not subject to consolidation under a section 3C requirement Significant LAC investments in non-capital LAC liabilities of financial sector entities that are not subject to consolidation under a section 3C requirement For completion of return on a solo / solo-consolidated basis: Direct holdings of Tier 2 capital instruments issued by financial sector entities that are members of the institution's consolidation group Regulatory deductions applied to Tier 2 capital to cover the required deductions falling within section 48(1)(g) of BCR TIER 2 CAPITAL AFTER DEDUCTIONS (G) CAPITAL BASE (E) + (G) = (H) (n) (vii) (k) (m) (viii) (vi) (o) (q) (Limited to 0.6% of risk-weighted amount for credit risk calculated by using SEC-IRBA) (iii) (iv) (v) Solo

• Part II: 3 -

Part IIIa: Risk-weighted Amount for Credit Risk (BSC Approach) Division A: Risk-weighted Amount by Exposure Class (in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class I Sovereign Exposures

1. Loans to or guaranteed by sovereigns of Tier 1 countries 0 0
2. Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 1 countries 10
3. Fixed rate debt securities with residual maturity of not less than 1 year issued by sovereigns of Tier 1 countries 20
4. Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity guaranteed by sovereigns of Tier 1 countries 10
5. Fixed rate debt securities with residual maturity of not less than 1 year guaranteed by sovereigns of Tier 1 countries 20
6. Loans to or guaranteed by sovereigns of Tier 2 countries which are domestic currency exposures 0 0
7. Fixed rate debt securities with residual maturity of less than 1 year or floating rate debt securities of any maturity issued by sovereigns of Tier 2 countries, which are domestic currency exposures 10
8. Fixed rate debt securities with residual maturity of not less than 1 year issued by sovereigns of Tier 2 countries, which are domestic currency exposures 20
9. Fixed rate debt securities with residual maturity of less than 1 year, or floating rate debt securities of any maturity, which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries 10
10. Fixed rate debt securities with residual maturity of not less than 1 year which are domestic currency exposures guaranteed by sovereigns of Tier 2 countries 20
11. Other exposures to sovereigns of Tier 2 countries 100
12. Exposures to relevant international organizations 0 0 SUBTOTAL Off-balance sheet exposures

• Part IIIa: 1 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class II Public Sector Entity (PSE) Exposures 13. Exposures to PSEs of Tier 1 countries 20 14. Exposures to PSEs of Tier 2 countries 100 SUBTOTAL Class III Multilateral Development Bank (MDB) Exposures 15. Exposures to MDBs 0 0 SUBTOTAL 0 Class IV Bank Exposures 16. Exposures to authorized institutions 20 17. Exposures to banks incorporated in Tier 1 countries 20 18. Exposures to banks incorporated in Tier 2 countries with residual maturity of less than 1 year 20 19. Exposures to banks incorporated in Tier 2 countries with residual maturity of not less than 1 year 100 SUBTOTAL Class V Cash Items 20. Notes and coins 0 0 21. Government certificates of indebtedness 0 0 22. Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities 0 0 23. Gold bullion held not backed by gold liabilities 100 24. Cash items in the course of collection 20 25. Positive current exposures from delivery-versus￾payment transactions which remain unsettled after the settlement date 25a. for up to 4 business days 0 0 25b. for 5 to 15 business days 100 25c. for 16 to 30 business days 625 25d. for 31 to 45 business days 937.5 25e. for 46 or more business days 1250 26. Exposures collateralized by cash collateral 0 0 SUBTOTAL Off-balance sheet exposures

• Part IIIa: 2 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class VI Residential Mortgage Loans (RMLs) 27a. Eligible RMLs 50 27b. RMLs that are risk-weighted according to the standard of an overseas regulatory authority 27c. Other RMLs 100 SUBTOTAL 28a. Look-through approach / third-party approach 28a(i). Risk-weight ≤20% 28a(ii). Risk-weight > 20% - 50% 28a(iii). Risk-weight > 50% - 100% 28a(iv). Risk-weight > 100% - 250% 28a(v). Risk-weight > 250% - 650% 28a(vi). Risk-weight > 650% - 1250% 28b. Mandate-based approach 28b(i). Risk-weight ≤20% 28b(ii). Risk-weight > 20% - 50% 28b(iii). Risk-weight > 50% - 100% 28b(iv). Risk-weight > 100% - 250% 28b(v). Risk-weight > 250% - 650% 28b(vi). Risk-weight > 650% - 1250% 28c. Fall-back approach 28c(i). Risk-weight 1250% 1250 28d. Combination of approaches 28d(i). Risk-weight ≤20% 28d(ii). Risk-weight > 20% - 50% 28d(iii). Risk-weight > 50% - 100% 28d(iv). Risk-weight > 100% - 250% 28d(v). Risk-weight > 250% - 650% 28d(vi). Risk-weight > 650% - 1250% SUBTOTAL Off-balance sheet exposures Class VII Collective Investment Scheme Exposures (CIS exposures) #

This class is not yet available for reporting. CIS exposures should be reported in item 29c.

• Part IIIa: 3 -

(in HK$'000) On-balance sheet exposures Item Nature of item Principal Amount Principal Amount / Notional Amount Credit Equivalent Amount Default Risk Exposure Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) = (A1+A3+A4) x A5 Class VIII Other Exposures 29a. Exposures to corporates or individuals not elsewhere reported 100 29b. Holdings of equity or other forms of capital instruments issued by, and non-capital LAC liabilities of, financial sector entities subject to 100% risk-weight 100 29c. Investments in equity of entities (other than financial sector entities) subject to 100% risk￾weight and exposures to collective investment schemes 100 29d. Premises, plant and equipment, other fixed assets for own use, and other interest in land 100 29e. Holdings of equity or other forms of capital instruments issued by financial sector entities subject to 250% risk-weight 250 29f. Multiple-name credit-linked notes / sold credit protection to basket of exposures 29g. Other exposures not elsewhere reported whose risk-weight is 100% 100 29h. Other exposures not elsewhere reported 29h(1). 29h(2). 29h(3). 29h(4). SUBTOTAL Class IX Exposures subject to 1250% risk-weight 30a. First loss portion of credit protection 1250 30b. Significant exposures to commercial entities 1250 30c. Non-DVP transactions remain unsettled for 5 or more business days 1250 SUBTOTAL Total risk-weighted amount (on-balance sheet) (A7) Total risk-weighted amount (off-balance sheet) (A8) Off-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (BSC APPROACH) (A9) = (A7) + (A8)

• Part IIIa: 4 -

Division B: Breakdown of Off-balance Sheet Exposures by Types of Transaction and Obligor I. Off-balance Sheet Exposures other than Default Risk Exposures in respect of Derivative Contracts and SFTs (in HK$'000) Out of which: Item Nature of item Credit Conversion Factor % Total Principal Amount (net of specific provisions) Total Credit Equivalent Amount Sovereign exposures PSE exposures MDB exposures Bank exposures Residential mortgage loans Other exposures (B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9)

1. Direct credit substitutes 100
2. Transaction-related contingencies 50
3. Trade-related contingencies 20
4. Asset sales with recourse 100
5. Forward asset purchases 100
6. Partly paid-up shares and securities 100
7. Forward forward deposits placed 100
8. Note issuance and revolving underwriting facilities 100 9a. Commitments that are unconditionally cancellable without prior notice 0 9b. Other commitments (CCF at 20%) 20 9c. Other commitments (CCF at 50%) 50
9. Off-balance sheet exposures not specified above 10a. 100 10b. 10c. 10d. SUBTOTAL

• Part IIIa: 5 -

II. Default Risk Exposures in respect of Derivative Contracts (Current Exposure Method): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item Out of which: Type of Contract Total Notional Amount Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B10) (B11) (B12) (B13) (B14) (B15) (B16) 11. Interest rate contracts 12. Exchange rate contracts 13. Credit-related derivative contracts 14. Equity-related derivative contracts 15. Commodity-related derivative contracts 16. Other derivative contracts not specified above SUBTOTAL 17. Of which: Offsetting or CCP-related transactions with clearing members or clearing clients Total Default Risk Exposure

• Part IIIa: 6 -

III. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item 18. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 18a. Interest rate contracts 18b. Exchange rate contracts 18c. Credit-related derivative contracts 18d. Equity-related derivative contracts 18e. Commodity-related derivative contracts SUBTOTAL 19. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 19a. Interest rate contracts 19b. Exchange rate contracts 19c. Credit-related derivative contracts 19d. Equity-related derivative contracts 19e. Commodity-related derivative contracts 19f. Multiple netting sets covered by single variation margin agreement SUBTOTAL 20. Contracts covered by recognized netting Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 20a. Interest rate contracts 20b. Exchange rate contracts 20c. Credit-related derivative contracts 20d. Equity-related derivative contracts 20e. Commodity-related derivative contracts SUBTOTAL 21. Out of the amounts reported in items 18, 19 and 20, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B17) (B18) (B19) (B20) (B21) (B22) (B23) (B24) (B25) 21a. Offsetting / CCP-related transactions SUBTOTAL Unmargined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Margined contracts not covered by recognized netting Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure

• Part IIIa: 7 -

(in HK$'000) Item Nature of item Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B26) (B27) (B28) (B29) (B30) (B31) 22a. SFTs SUBTOTAL 22b. Of which: Offsetting or CCP-related transactions with clearing members or clearing clients Total Default Risk Exposure IV. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades)

• Part IIIa: 8 -

V. Default Risk Exposures (IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item Portfolio￾level Risk￾weighted Amount (B32) 23. Based on current market data 24. Based on stress calibration Item Nature of item 25. Netting sets (not subject to recognized netting) Out of which: Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 25a. Derivative contracts (excluding LSTs) 25b. SFTs (excluding LSTs) 25c. Long settlement transactions (LSTs) SUBTOTAL 26. Netting sets (subject to valid bilateral netting agreements) Out of which: Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 26a. Derivative contracts 26b. SFTs 26c. Long settlement transactions SUBTOTAL 27. Netting sets (subject to valid cross-product netting agreements) Out of which: Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 27a. Derivative contracts 27b. Repo-style transactions 27c. Margin lending transactions SUBTOTAL 28. Out of the amounts reported in items 25, 26 and 27, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Sovereign exposures PSE exposures MDB exposures Bank exposures Exposures to corporates or individuals (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) 28a. Offsetting / CCP-related transactions SUBTOTAL Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure Type of Contract Total Notional Amount Total Principal Amount Total Default Risk Exposure

• Part IIIa: 9 -

Part IIIb: Risk-weighted Amount for Credit Risk (STC Approach) Division A: Risk-weighted Amount by Exposure Class (in HK$'000) Item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class I Sovereign Exposures

1. Domestic currency exposures to the Government 1a. Risk-weight 0% 0 0 1b. Risk-weight 10% 10 1c. Risk-weight 20% 20
2. Other exposures to sovereigns 2a. Risk-weight 0% 0 0 2b. Risk-weight 10% 10 2c. Risk-weight 20% 20 2d. Risk-weight 50% 50 2e. Risk-weight 100% 100 2f. Risk-weight 150% 150
3. Exposures to relevant international organizations 0 0 SUBTOTAL Class II Public Sector Entity (PSE) Exposures
4. Domestic PSEs 4a. Risk-weight 20% 20 4b. Risk-weight 50% 50 4c. Risk-weight 100% 100 4d. Risk-weight 150% 150 SUBTOTAL
5. Foreign PSEs 5a. Risk-weight 0% 0 0 5b. Risk-weight 10% 10 5c. Risk-weight 20% 20 5d. Risk-weight 50% 50 5e. Risk-weight 100% 100 5f. Risk-weight 150% 150 SUBTOTAL Class III Multilateral Development Bank (MDB) Exposures
6. Exposures to MDBs 0 0 SUBTOTAL 0 On-balance sheet exposures Off-balance sheet exposures Nature of item

• Part IIIb: 1 -

(in HK$'000) Item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class IV Bank Exposures 7a. 7a(i). Risk-weight 20% 20 7a(ii). Risk-weight 50% 50 7a(iii). Risk-weight 100% 100 7a(iv). Risk-weight 150% 150 7b. 7b(i). Risk-weight 20% 20 7b(ii). Risk-weight 50% 50 7b(iii). Risk-weight 100% 100 7b(iv). Risk-weight 150% 150 SUBTOTAL Class V Securities Firm Exposures 8a. Risk-weight 20% 20 8b. Risk-weight 50% 50 8c. Risk-weight 100% 100 8d. Risk-weight 150% 150 SUBTOTAL Class VI Corporate Exposures 9a. Risk-weight 20% 20 9b. Risk-weight 30% 30 9c. Risk-weight 50% 50 9d. Risk-weight 100% 100 9e. Risk-weight 150% 150 SUBTOTAL Class VII Collective Investment Scheme Exposures (CIS exposures) # 10a. 10a(i). 10a(ii). 10a(iii). 10a(iv). 10a(v). 10a(vi). 10b. Mandate-based approach 10b(i). 10b(ii). 10b(iii). 10b(iv). 10b(v). 10b(vi). 10c. Fall-back approach 10c(i). Risk-weight 1250% 1250 10d. Combination of approaches 10d(i). 10d(ii). 10d(iii). 10d(iv). 10d(v). 10d(vi). SUBTOTAL Risk-weight ≤20%

This class is not yet available for reporting. CIS exposures should be reported in item 20g.

Risk-weight > 650% - 1250% Risk-weight > 20% - 50% Risk-weight > 50% - 100% Risk-weight > 100% - 250% Risk-weight > 250% - 650% Risk-weight > 20% - 50% Risk-weight > 50% - 100% Risk-weight > 100% - 250% Risk-weight > 250% - 650% Risk-weight > 650% - 1250% Nature of item Risk-weight > 50% - 100% Risk-weight ≤20% Off-balance sheet exposures Exposures with original maturity of three months or less: On-balance sheet exposures Look-through approach / third-party approach Risk-weight ≤20% Risk-weight > 20% - 50% Exposures with original maturity of more than three months: Risk-weight > 100% - 250% Risk-weight > 250% - 650% Risk-weight > 650% - 1250%

• Part IIIb: 2 -

(in HK$'000) Item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class VIII Cash Items 11. Notes and coins 0 0 12. Government certificates of indebtedness 0 0 13. 0 0 14. Gold bullion held not backed by gold liabilities 100 15. Cash items in the course of collection 20 16. 16a. for up to 4 business days 0 0 16b. for 5 to 15 business days 100 16c. for 16 to 30 business days 625 16d. for 31 to 45 business days 937.5 16e. for 46 or more business days 1250 17a. 20 17b. 10 17c. 0 0 SUBTOTAL Class IX Regulatory Retail Exposures 18a. Qualifying exposures to individuals 75 18b. Qualifying exposures to small businesses 75 SUBTOTAL Class X Residential Mortgage Loans 19a. Risk-weight 35% 35 19b. Risk-weight 75% 75 19c. Risk-weight 100% 100 19d. Other risk-weights not specified above SUBTOTAL On-balance sheet exposures Off-balance sheet exposures Exposures collateralized by cash collateral

• risk-weight 0% Positive current exposures from delivery-versus￾payment transactions which remain unsettled after the settlement date Exposures collateralized by cash collateral
• risk-weight 20% Exposures collateralized by cash collateral
• risk-weight 10% Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities Nature of item
• Part IIIb: 3 -

(in HK$'000) Item Principal Amount Principal Amount after CRM Principal Amount / Notional Amount Credit Equivalent Amount after CRM Default Risk Exposure after CRM Risk￾weight % Risk￾weighted Amount (A1) (A2) (A3) (A4) (A5) (A6) (A7) = (A2+A4+A5) x A6 Class XI Other Exposures which are not Past Due Exposures 20a. Exposures to individuals not elsewhere reported 100 20b. 100 20c. 100 20d. 100 20e. 250 20f. 20g. 20g(i). 100 20g(ii). 20g(iii). 20g(iv). SUBTOTAL Class XII Past Due Exposures 21a. Risk-weight 0% 0 0 21b. Risk-weight 10% 10 21c. Risk-weight 20% 20 21d. Risk-weight 30% 30 21e. Risk-weight 50% 50 21f. Risk-weight 75% 75 21g. Risk-weight 100% 100 21h. 150 21i. Other risk-weights not specified above SUBTOTAL Class XIII Exposures subject to 1250% risk-weight 22a. First loss portion of credit protection 1250 22b. 1250 22c. 1250 SUBTOTAL Off-balance sheet exposures Holdings of equity or other forms of capital instruments issued by, and non-capital LAC liabilities of, financial sector entities subject to 100% risk-weight Investments in equity of entities (other than financial sector entities) subject to 100% risk￾weight Holdings of equity or other forms of capital instruments issued by financial sector entities subject to 250% risk-weight Nature of item Non-DVP transactions remain unsettled for 5 or more business days Total risk-weighted amount (on-balance sheet) (A8) Total risk-weighted amount (off-balance sheet) (A9) On-balance sheet exposures TOTAL RISK-WEIGHTED AMOUNT FOR CREDIT RISK (STC APPROACH) (A10) = (A8) + (A9) Premises, plant and equipment, other fixed assets for own use, and other interest in land Other exposures not elsewhere reported (including any exposures to collective investment schemes) Risk-weight 150% Multiple-name credit-linked notes / sold credit protection to basket of exposures Significant exposures to commercial entities

• Part IIIb: 4 -

Division B: Breakdown of Off-balance Sheet Exposures by Types of Transaction and Obligor I. Off-balance Sheet Exposures other than Default Risk Exposures in respect of Derivative Contracts and SFTs (in HK$'000) Out of which: Item Nature of item Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures CIS exposures Regulatory retail exposures Residential mortgage loans (B1) (B2) (B3) (B4) (B5) (B6) (B7) (B8) (B9) (B10) (B11) (B12)

1. Direct credit substitutes 100
2. Transaction-related contingencies 50
3. Trade-related contingencies 20
4. Asset sales with recourse 100
5. Forward asset purchases 100
6. Partly paid-up shares and securities 100
7. Forward forward deposits placed 100
8. Note issuance and revolving underwriting facilities 50 9a. Commitments that are unconditionally cancellable without prior notice 0 9b. Other commitments (CCF at 20%) 20 9c. Other commitments (CCF at 50%) 50
9. Off-balance sheet exposures not specified above 10a. 100 10b. 10c. 10d. SUBTOTAL Total Principal Amount (net of specific provisions) Total Credit Equivalent Amount Credit Conversion Factor %

• Part IIIb: 5 -

II. Default Risk Exposures in respect of Derivative Contracts (SA-CCR approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item 11. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures Regulatory retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 11a. Interest rate contracts 11b. Exchange rate contracts 11c. Credit-related derivative contracts 11d. Equity-related derivative contracts 11e. Commodity-related derivative contracts SUBTOTAL 12. Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures Regulatory retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 12a. Interest rate contracts 12b. Exchange rate contracts 12c. Credit-related derivative contracts 12d. Equity-related derivative contracts 12e. Commodity-related derivative contracts 12f. Multiple netting sets covered by single variation margin agreement SUBTOTAL 13. Contracts covered by recognized netting Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures Regulatory retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 13a. Interest rate contracts 13b. Exchange rate contracts 13c. Credit-related derivative contracts 13d. Equity-related derivative contracts 13e. Commodity-related derivative contracts SUBTOTAL 14. Out of the amounts reported in items 11, 12 and 13, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures Regulatory retail exposures (B13) (B14) (B15) (B16) (B17) (B18) (B19) (B20) (B21) (B22) (B23) 14a. Offsetting / CCP-related transactions SUBTOTAL Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Total Replacement Cost Total Potential Future Exposure Total Default Risk Exposure Unmargined contracts not covered by recognized netting Margined contracts not covered by recognized netting Total Default Risk Exposure Total Potential Future Exposure Total Replacement Cost Total Notional Amount

• Part IIIb: 6 -

III. Default Risk Exposures in respect of SFTs (Non-IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item 15. SFTs Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B24) (B25) (B26) (B27) (B28) (B29) (B30) (B31) 15a. SFTs not covered by, or treated as if not covered by, recognized netting 15b. SFTs covered by recognized netting SUBTOTAL 15c. Of which: Offsetting or CCP￾related transactions with clearing members or clearing clients Total Amount of Assets Sold, Transferred, Loaned or Paid Total Default Risk Exposure

• Part IIIb: 7 -

IV. Default Risk Exposures (IMM(CCR) Approach): Bilateral Trades (including centrally cleared trades that are treated as bilateral trades) (in HK$'000) Item Nature of item Portfolio￾level Risk￾weighted Amount (B32) 16. Based on current market data 17. Based on stress calibration Item Nature of item 18. Netting sets (not subject to recognized netting) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 18a. Derivative contracts (excluding LSTs) 18b. SFTs (excluding LSTs) 18c. Long settlement transactions (LSTs) SUBTOTAL 19. Netting sets (subject to valid bilateral netting agreements) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 19a. Derivative contracts 19b. SFTs 19c. Long settlement transactions SUBTOTAL 20. Netting sets (subject to valid cross-product netting agreements) Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 20a. Derivative contracts 20b. Repo-style transactions 20c. Margin lending transactions SUBTOTAL 21. Out of the amounts reported in items 18, 19 and 20, the amounts for offsetting or CCP-related transactions with clearing members or clearing clients Out of which: Type of Contract Sovereign exposures PSE exposures MDB exposures Bank exposures Securities firm exposures Corporate exposures (B33) (B34) (B35) (B36) (B37) (B38) (B39) (B40) (B41) 21a. Offsetting / CCP-related transactions SUBTOTAL Total Notional Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Principal Amount Total Principal Amount Total Default Risk Exposure Total Default Risk Exposure Total Notional Amount Total Notional Amount Total Notional Amount

• Part IIIb: 8 -

Part IIIc: Risk-weighted Amount for Credit Risk (IRB Approach) Division A: Summary of Risk-weighted Amount for Credit Risk under IRB Approach IRB_TOTCRWA (in HK$'000) Item Number of Corresponding Forms Reported under Division B (1) (2) (3) (4) 1. ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT ( ) Form IRB_SLSLOT and ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 2. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 3. ( ) Form IRB_CSB ( ) Form IRB_CSB ( ) Form IRB_CSB 4. ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL ( ) Form IRB_RETAIL 5. ( ) Form IRB_EQUSRW ( ) Form IRB_EQUINT ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUPDLGD ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS ( ) Form IRB_EQUCIS (d) Equity exposures not reported in IRB_EQUSRW, IRB_EQUINT, IRB_EQUPDLGD or IRB_EQUCIS ( ) Form IRB_EQUO 6. ( ) Form IRB_OTHER 7. Total risk-weighted amount for credit risk (IRB Approach) before applying the scaling factor [Item 7 = Item 1 + Item 2 + Item 3 + Item 4 + Item 5 + Item 6] 8. 9. Risk-weighted amount for CVA Part IIIf 10. Total risk-weighted amount for credit risk (IRB Approach plus CVA) [Item 10 = Item 8 + Item 9], of which (c) Risk-weighted amount of exposures subject to asset value correlation multiplier of 1.25 (c) Public sector entities (excluding sovereign foreign public sector entities) (i) Simple risk-weight method Equity exposures, of which (a) Market-based approach (c) Small business retail exposures (c) CIS calculation approach (i) Look-through approach (iii) Mandate-based approach (v) Combination of approaches (iv) Fall-back approach (ii) Third-party approach (a) Banks Bank exposures, of which (a) Risk-weighted amount of default risk exposures in respect of derivative contracts and SFTs not subject to IMM(CCR) Approach (b) Risk-weighted amount of default risk exposures in respect of derivative contracts and SFTs subject to IMM(CCR) Approach (d) Other retail exposures to individuals (ii) Internal models method (b) PD/LGD approach (i) Publicly traded equity exposures held for long-term investment (ii) Privately owned equity exposures held for long-term investment Total risk-weighted amount for credit risk (IRB Approach) after applying the scaling factor [Item 8 = Item 7 x 1.06] (iii) Other publicly traded equity exposures (iv) Other equity exposures Other exposures Risk-weighted Amount (ii) Property-holding shell companies (b) Qualifying revolving retail exposures Sovereign exposures, of which (c) Multilateral development banks Retail exposures, of which (a) Residential mortgages (i) Individuals IRB Class (a) Sovereigns (b) Sovereign foreign public sector entities (b) Securities firms Corporate exposures, of which (a) Specialized lending under supervisory slotting criteria approach (i) Project finance (ii) Object finance (iii) Commodities finance (iv) Income-producing real estate (c) Small-and-medium sized corporates (d) Other corporates (b) Specialized lending (high-volatility commercial real estate)

• Part IIIc: 1 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_CSB IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Approach : Foundation IRB Approach / Advanced IRB Approach (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) (years) Of which: Subject to double default framework (a) Of which: For dilution risk (b) Of which: For residual value risk (c) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (14) (15) (16) (17) (18) (19) (20) 1 2 3 4 5 6 7 8 Total: (to Division A) Of which: Exposures subject to asset value correlation (c) This column is only applicable to leasing transactions that expose the reporting AI to residual value risk. Number of obligors Expected loss amount Risk-weighted Amount Exposure Weighted Average Maturity Value Memorandum Items (b) This column is only applicable to purchased receivables. Off-balance sheet exposures Exposure Weighted Average LGD EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Non-defaulted (N) / Defaulted (D) (a) This column is only applicable to corporate exposures or exposures to public sector entities (excluding sovereign foreign public sector entities). Obligor grade multiplier of 1.25 On-balance sheet exposures EAD Off-balance sheet exposures

• Part IIIc: 2 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_SLSLOT IRB Class : Corporate Exposures IRB Approach: Supervisory Slotting Criteria Approach IRB Subclass : Specialized Lending: Project Finance / Object Finance / Commodities Finance / Income-producing Real Estate / High-volatility commercial real estate (delete where inapplicable) (in HK$'000) Supervisory rating grades SRW (b) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (years) (1) (2) (3)(i) (3)(ii) (4) (5) (6) (7) (8) (9) = (6)+(7)+(8) (10) (11) = (2) x (9) (12) (13) STRONG (a) 50 STRONG 70 GOOD (a) 70 GOOD 90 SATISFACTORY 115 WEAK 250 DEFAULT 0 Total : (to Division A) Internal Rating System Exposure Weighted Average Maturity Value Expected loss amount Number of obligors EAD EAD Calculation Exposures before recognized guarantees / credit derivative contracts Risk-weighted Amount On-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures after netting Exposures after recognized guarantees / credit derivative contracts Off-balance sheet exposures Memorandum Items (a) Use of preferential risk-weights. In scenario (b)(i) below, the preferential risk-weights do not apply to "specified ADC exposure" as defined under section 158(5) of the BCR. (b) The supervisory risk-weights (SRW) to be automatically displayed in column (2) will vary, depending on the IRB subclass selected by the reporting institution for input: (i) When an IRB subclass other than "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to specialized lending (other than HVCRE exposures), as currently set out in the column above; (ii) When the IRB subclass of "Specialized lending (high-volatility commercial real estate)" is selected for input, column (2) will show the SRWs applicable to HVCRE exposures, as set out below: "STRONG (a)" - 70%; "STRONG" - 95%; "GOOD (a)" - 95%; "GOOD" - 120%; "SATISFACTORY" - 140%; "WEAK" - 250%; "DEFAULT" - 0%.

• Part IIIc: 3 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_RETAIL IRB Class : Retail Exposures IRB Approach: Retail IRB Approach IRB Subclass : Residential Mortgages to Individuals / Residential Mortgages to Property-holding Shell Companies / Qualifying Revolving Retail Exposures / Small Business Retail Exposures / Other Retail Exposures to Individuals (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Lower bound Upper bound Average PD (%) (%) (%) before netting after netting Other than derivative contracts and SFTs Derivative contracts and SFTs Other than derivative contracts and SFTs Derivative contracts and SFTs (%) Of which: For dilution risk (a) Of which: For residual value risk (b) (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) = (9)+(10)+(11) (13) (15) (16) (17) (18) 1 2 3 4 5 6 7 8 9 10 Total: (b) This column is only applicable to leasing transactions that expose the AI to residual value risk. Risk-weighted Amount Memorandum Items Expected loss amount Number of obligors (14) (a) This column is only applicable to purchased receivables. (to Division A) EAD LGD Pool Non-defaulted (N) / Defaulted (D) On-balance sheet exposures after netting Off-balance sheet exposures Off-balance sheet exposures On-balance sheet exposures EAD Calculation Exposures before recognized guarantees / credit derivative contracts Internal Rating System PD range Exposures after recognized guarantees / credit derivative contracts Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the RW function for corporate, sovereign and bank exposures. Derivation of RW is dependent on estimates of probability of default

• Part IIIc: 4 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUSRW IRB Class : Equity Exposures IRB Approach: Market-based Approach: Simple Risk-weight Method IRB Subclass : Equity Exposures under Simple Risk-weight Method (in HK$'000) Memorandum Item SRW Exposures before netting Exposures after netting Number of equity exposures (%) (EAD) (2) (3) (4) (5) = (2)x(4) (6) 1 Publicly traded equity exposures 300 2 All other equity exposures 400 Total: (to Division A) Portfolio EAD Calculation Risk-weighted Amount (1) Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the RW function for corporate, sovereign and bank exposures. Derivation of RW is dependent on

• Part IIIc: 5 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUINT IRB Class : Equity Exposures IRB Approach: Market-based Approach: Internal Models Method IRB Subclass : Equity Exposures under Internal Models Method (in HK$'000) Memorandum Item Exposures before netting Exposures after netting Risk-weighted Amount Number of equity exposures (EAD) EAD Minimum risk￾weight (%) (2) (3) (4) (5) (6) = (4)x(5) (7) = (3) - (4) (8) (9) = (8)x12.5 (10) = (6)+(9) (11) 1 Publicly traded equity exposures 200 2 All other equity exposures 300 Total : (to Division A) (1) Portfolio EAD Calculation Risk-weighted Amount Calculation Minimum risk-weights (for exposures where minimum risk-weights apply) Internal models (for exposures where minimum risk-weights do not apply) Risk-weighted amount using minimum risk￾weights EAD Potential loss Risk-weighted amount using internal models

• Part IIIc: 6 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUPDLGD IRB Class : Equity Exposures IRB Approach: PD/LGD Approach IRB Subclass : Publicly Traded Equity Exposures Held for Long-Term Investment / Privately Owned Equity Exposures Held for Long-Term Investment / Other Publicly Traded Equity Exposures / Other Equity Exposures (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) Exposures after recognized guarantees / credit derivative contracts Lower bound Upper bound Average PD After netting (%) (%) (%) (EAD) Of which the factor of 1.5 in risk-weights applies Of which the minimum risk￾weight applies (a) Of which the risk￾weight of 1250% applies (1) (2) (3) (4) (5) (6)(i) (6)(ii) (7) (8) (9) (10) (11) (12) (13) 1 2 3 4 5 6 7 8 Total: (to Division A) (a) 100% for publicly traded equity exposures and privately owned equity exposures held for long-term investment, 200% for other publicly traded equity exposures and 300% for other equity exposures. Memorandum Items Obligor grade PD range Exposures before recognized guarantees / credit derivative contracts Expected loss amount Number of equity Non-defaulted (N) / exposures Defaulted (D) Before netting After netting Internal Rating System EAD Calculation Risk-weighted Amount

• Part IIIc: 7 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUCIS IRB Class : Equity Exposures IRB Approach: Look-through approach / Third-party approach / Mandate-based approach / Fall-back approach / Combination of approaches (delete where inapplicable) IRB Subclass : Equity Exposures (CIS exposures) (in HK$'000) Effective risk-weight of CIS exposures (%) Principal Amount or Credit Equivalent Amount Risk-weighted Amount (1) (2) (3) 1 > 0 - 50 2 > 50 - 100 3 > 100 - 250 4 > 250 - 500 5 > 500 - < 1250 6 1250 Total: (to Division A)

• Part IIIc: 8 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_EQUO IRB Class : Equity Exposures IRB Approach: Market-based Approach or PD/LGD Approach IRB Subclass : Equity exposures not reported in IRB_EQUSRW, IRB_EQUINT, IRB_EQUPDLGD or IRB_EQUCIS (in HK$'000) Memorandum Item SRW Exposures before netting Exposures after netting Number of equity exposures (%) (EAD) (2) (3) (4) (5) = (2)x(4) (6) 1 Specified equity exposures to financial sector entities (a) 250 2 Specified equity exposures to commercial entities (b) 1250 3 Expected loss amount of equity exposures subject to the PD/LGD approach (c) 1250 4 5 Total: (to Division A) (a) This item is applicable to equity exposures that fall within section 183(7) of the Banking (Capital) Rules. (b) This item is applicable to equity exposures that fall within section 183(5) and (6) of the Banking (Capital) Rules. (c) This item is applicable to equity exposures that fall within section 194(1)(ga) of the Banking (Capital) Rules. Portfolio EAD Calculation Risk-weighted Amount (1)

• Part IIIc: 9 -

Division B: Risk-weighted Amount by IRB Class / Subclass IRB_OTHER IRB Class : Other Exposures IRB Approach: Specific Risk-weight Approach IRB Subclass : Cash Items and Other Items (in HK$'000) SRW (%) (EAD) (2) (3) (4) (5) = (2)x(4)

1. 0
2. 0
3. 0
4. 100
5. 20
6. 0
7. 0

8a. 0 8b. 100 8c. 625 8d. 937.5 8e. 1250 9. 100 10. 1250 Subtotal (i):

1. 100

2a. 2b. 2c. 2d. 2e. Subtotal (ii): Total (i) + (ii): (to Division A) for 46 or more business days Exposures subject to the IRB approach which are not elsewhere specified Cash items in the course of collection for 31 to 45 business days Premises, plant and equipment, other fixed assets for own use, and other interest in land and buildings for up to 4 business days Receivables from transactions in securities (other than repo-style transactions), foreign exchange and commodities which are not yet due for settlement for 5 to 15 business days (ii) Other items Amount due from transactions which are entered into on a basis other than a delivery￾versus-payment basis and remain unsettled for 5 or more business days after the settlement date EAD Calculation for 16 to 30 business days Amount due from transactions which are entered into on a basis other than a delivery￾versus-payment basis and remain unsettled for up to 4 business days after the settlement date (for non-significant amount only) (i) Cash items Government certificates of indebtedness Unsettled clearing items of the institution being processed through any interbank clearing system in Hong Kong Other Exposures Exposures before netting Exposures after netting (1) Gold bullion held in own vault or on an allocated basis, to the extent backed by gold liabilities Gold bullion held not backed by gold liabilities Positive current exposures from delivery-versus-payment transactions which remain unsettled after the settlement date Risk-weighted Amount Notes and coins

• Part IIIc: 10-

Division C: LGD for Corporate, Sovereign and Bank Exposures IRB_FIRBLGD IRB Approach: Foundation IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (to Division B) (%) LGD: 100% LGD: 75% LGD: 45% LGD: 40% LGD: 35% LGD: 35% LGD: 35% LGD: 0% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) 1 2 3 4 5 6 7 8 Total : Obligor grade Average PD (viii) Recognized financial collateral (ii) Subordinated exposures (iii) Unsecured senior exposures EAD Total LGD Exposure weighted average LGD (vi) Recognized residential real estate (vii) Recognized financial receivables EAD by facility / collateral type (iv) Other recognized IRB collateral (v) Recognized commercial real estate (3) = (4)+(5)+ …+(10)+(11) (i) Exposures with specific wrong-way risk Please refer to paragraph 235 of QIS 3 Technical Guidance for details of the

• Part IIIc: 11 -

Division C: LGD for Corporate, Sovereign and Bank Exposures IRB_AIRBLGD IRB Approach: Advanced IRB Approach IRB Class : Corporate Exposures / Sovereign Exposures / Bank Exposures (delete where inapplicable) IRB Subclass : Small-and-medium sized Corporates / Other Corporates / Specialized lending (high-volatility commercial real estate) / Sovereigns / Sovereign Foreign Public Sector Entities / Multilateral Development Banks / Banks / Securities Firms / Public Sector Entities (Excluding Sovereign Foreign Public Sector Entities) (delete where inapplicable) Portfolio Type : (please specify where the reporting AI has more than one internal rating system for an IRB class / subclass) (in HK$'000) (i) (ii) (iii) (iv) (v) (vi) (vii) (viii) (ix) (x) (xi) (xii) (xiii) (xiv) (xv) (to Division B) (%) LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: % LGD: 100% (%) (1) (2) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) 1 2 3 4 5 6 7 8 Total : Obligor grade Average PD (3) = (4)+(5)+ …+(17)+(18) Total EAD LGD Exposure weighted average LGD EAD by facility grade Please refer to paragraph 235 of QIS 3

• Part IIIc: 12 -

Division D: IRB_OBSND (in HK$'000) CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (1a) (1b) (1c) (1d) (2a) (2b) (2c) (2d) (3a) (3b) (3c) (3d) (4a) (4b) (4c) (4d) (A1) (A2) (B) Retail exposures Total: Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach (iii) Bank exposures 100 (ii) Sovereign exposures (i) Corporate exposures 100 100 2. Transaction-related contingencies 3. Trade-related contingencies 4. Asset sales with recourse 50 20 Principal amount Credit equivalent amount 100 IRB Class

1. Direct credit substitutes (i) Corporate exposures 100 Principal Credit equivalent amount amount Foundation IRB Approach: 100 Principal amount Credit equivalent amount Principal amount Credit equivalent amount Advanced IRB Approach: 50 20 100 100 (iii) Bank exposures 50 20 100 (ii) Sovereign exposures

• Part IIIc: 13 -

Division D: IRB_OBSND (in HK$'000) CCF before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (%) (5a) (5b) (5c) (5d) (6a) (6b) (6c) (6d) (7a) (7b) (7c) (7d) (8a) (8b) (8c) (8d) (A1) (A2) (B) Retail exposures Total: Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach Credit equivalent amount 5. Forward asset purchases 6. Partly paid-up securities 7. Forward forward deposits placed 8. Note issuance and revolving underwriting facilities Credit equivalent amount Principal amount Credit equivalent amount Principal amount IRB Class Principal amount Credit equivalent amount 100 (i) Corporate exposures 100 100 Principal amount Foundation IRB Approach: 75 100 75 100 100 (iii) Bank exposures 100 (ii) Sovereign exposures 100 (i) Corporate exposures 100 100 Advanced IRB Approach: 100 75 100 (ii) Sovereign exposures 100 100 (iii) Bank exposures

• Part IIIc: 14 -

Division D: IRB_OBSND (in HK$'000) CCF (a) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (%) (%) (%) (to Division B) (to Division B) (9a) (9b) (9c) (9d) (10a) (10b) (10c) (10d) (11a) (11b) (11c) (11d) CT = (1c) + (2c)

• …… + (10c)
• (11c) DT =(1d) + (2d)
• …… + (10d) +(11d) (A1) (A2) (B) Retail exposures Total: (a) CCF of 100% or any percentage specified by the MA. Off-Balance Sheet Exposures (Other Than Default Risk Exposures in respect of Derivative Contracts and SFTs) under IRB Approach Credit equivalent amount Before recognized guarantees / credit derivative contracts After recognized guarantees / credit derivative contracts Principal amount Credit equivalent amount Principal amount Total credit equivalent amount

9. Commitments that are unconditionally cancellable without prior notice Principal amount Credit equivalent amount
10. Other commitments 11. Others IRB Class Foundation IRB Approach: (iii) Bank exposures (ii) Sovereign exposures (i) Corporate exposures (i) Corporate exposures 0 75 Advanced IRB Approach: (ii) Sovereign exposures 0 75 (iii) Bank exposures 0 75

• Part IIIc: 15 -

Division E: IRB_OBSD_SACCR (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1a) (1b) (1c) (1d(i)) (1d(ii)) (2a) (2b) (2c) (2d(i)) (2d(ii)) (3a) (3b) (3c) (3d(i)) (3d(ii)) (A1) Unmargined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A2) Margined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A3) Contracts (Margined and Unmargined) Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: Total: Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) Default risk exposure Total Notional amount Total Replacement Cost Total Potential Future Exposure IRB Class

1. Exchange rate contracts 2. Interest rate contracts 3. Equity-related derivative contracts Total Notional amount Total Replacement Cost Total Potential Future Exposure Default risk exposure Total Notional amount Total Replacement Cost Total Potential Future Exposure Default risk exposure

• Part IIIc: 16 -

Division E: IRB_OBSD_SACCR (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (4a) (4b) (4c) (4d(i)) (4d(ii)) (5a) (5b) (5c) (5d(i)) (5d(ii)) For (A1) and (A2)(a): A(i) = (1d(i)) + … + (5d(i)) For (A1) and (A2) (a): A(ii) = (1d(ii)) + … + (5d(ii)) (A1) Unmargined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A2) Margined Contracts Not Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: (A3) Contracts (Margined and Unmargined) Subject to Recognized Netting (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Subtotal: Total: (a) In case more than one netting set is covered by a single margin agreement, the default risk exposures in columns A(i) and A(ii) under (A2) should include the default risk exposures of such margined transaction in addition to the sum of (1d(i)), (2d(i)), (3d(i)), (4d(i)) and (5d(i)) (for before recognized guarantees / credit derivative contracts) or the sum of (1d(ii)), (2d(ii)), (3d(ii)), (4d(ii)) and (5d(ii)) (for after recognized guarantees / credit derivative contracts). Total default risk exposures (Items 1 to 5) After recognized guarantees / credit derivative contracts (To Division B) Total Potential Future Exposure Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) 4. Credit-related derivative contracts 5. Commodity-related derivative contracts Before recognized guarantees / credit derivative contracts (To Division B) Total Potential Default risk exposure Default risk exposure Future Exposure Total Replacement Cost Total Notional amount Total Notional amount Total Replacement Cost IRB Class

• Part IIIc: 17 -

Division E: Default Risk Exposures in respect of Derivative Contracts (SA-CCR): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) IRB_OBSD_SACCR (B1) Selected Breakdown of Exposures Reported in (A1), (A2) and (A3) (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (6a) (6b) (6c) (6d(i)) (6d(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: Total Replacement Cost Total Potential Future Exposure IRB Class

1. CCP-related transactions (including offsetting transactions) Total notional amount Default risk exposure

• Part IIIc: 18 -

Division E: IRB_OBSD_SFT_N_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts (To Division B) after recognized guarantees / credit derivative contracts (To Division B) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1a) (1b(i)) (1b(ii)) (2a) (2b(i)) (2b(ii)) B(i) = (1b(i)) + (2b(i)) B(ii) = (1b(ii)) + (2b(ii)) (3a) (3b(i)) (3b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: IRB Class

1. SFTs not subject to recognized netting 2. SFTs subject to recognized netting Total amount of assets sold, transferred, loaned or paid Default risk exposure
2. Out of the amount reported in items 1 and 2, CCP-related transactions (including offsetting transactions) Total amount of assets sold, transferred, loaned or paid Default risk exposure Default Risk Exposures in respect of SFTs (non-IMM(CCR) approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades) Total default risk exposures (Items 1 to 2) Total amount of assets sold, transferred, loaned or paid Default risk exposure

• Part IIIc: 19 -

Division E: IRB_OBSD_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (1b(i)) (1b(ii)) (1b(iii)) (2b(i)) (2b(ii)) (2b(iii)) (3b(i)) (3b(ii)) (3b(iii)) (4b(i)) (4b(ii)) (4b(iii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: Default risk exposure (A) All Maturities An AI should refer to paragraphs 149(a) and 174 to 177 of the completion instructions and report in this form for different IRB classes the principal amounts and default risk exposures of derivative contracts and SFTs that are associated with the higher of the portfolio-level risk-weighted amount of the relevant exposures referred to in paragraph 175(i) and (ii) of the completion instructions. Figures reported in items 4 and 5 should include LST transactions if the derivative contracts (or SFTs) and the LSTs belong to the same netting set. Default risk exposure Default Risk Exposures (IMM(CCR) Approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)(a)

1. Derivative contracts (other than LSTs) not subject to recognized netting
2. SFTs (other than LSTs) not subject to recognized netting
3. LSTs not subject to recognized netting Total amount of assets sold, transferred, loaned or paid Default risk exposure Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable)
4. Derivative contracts subject to valid bilateral netting agreement (b) Total notional amount Total notional amount (a) (b) Default risk exposure IRB Class

• Part IIIc: 20 -

Division E: IRB_OBSD_IMM (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts before recognized guarantees / credit derivative contracts but after netting after recognized guarantees / credit derivative contracts and netting before recognized guarantees / credit derivative contracts but after netting (to Division B) after recognized guarantees / credit derivative contracts and netting (to Division B) (5b(i)) (5b(ii)) (5b(iii)) (6b(i)) (6b(ii)) (6b(iii)) (7b(i)) (7b(ii)) (7b(iii)) B(ii) = (1b(ii)) + … + (7b(ii)) B(iii) = (1b(iii)) + … + (7b(iii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: (in HK$'000) before recognized guarantees / credit derivative contracts after recognized guarantees / credit derivative contracts (8a) (8b(i)) (8b(ii)) (i) Corporate exposures (ii) Sovereign exposures (iii) Bank exposures (iv) Retail exposures Total: (A) All Maturities (A) All Maturities IRB Class 8. Out of the amount reported in items 1 to 7, CCP-related transactions (including offsetting transactions) Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Default risk exposure Total amount of assets sold, transferred, loaned or paid Default risk exposure Default Risk Exposures (IMM(CCR) Approach): Bilateral trades (including centrally cleared trades that are treated as bilateral trades)(a) IRB Class 5. SFTs (other than LSTs) subject to valid bilateral netting agreement (b) 6. LSTs subject to valid bilateral netting agreement not reported in items 4 or 5 Default risk exposure 7. Derivative contracts and SFTs subject to valid cross-product netting agreements Total default risk exposures (Items 1 to 7) Total notional amount / Total amount of assets sold, transferred, loaned or paid (where applicable) Total notional Default risk exposure amount / Total amount of assets sold, transferred, loaned or paid (where applicable)

• Part IIIc: 21 -

Division F: EL-EP Calculation under IRB Approach IRB_ELEP (in HK$'000) Item Non-defaulted exposures Defaulted exposures Total Non-defaulted exposures Defaulted exposures Total Excess of total EL amount over total EP Excess of total EP over total EL amount (a) (b) (c) = (a)+(b) (d) (e) (f )= (d)+(e) (g) (h) 1. 2. 3. 4. 5. 6. 7. 8. 9. (c) Multilateral development banks (b) Specialized lending (high-volatility commercial real estate) Expected Loss Amount (EL Amount) Eligible Provisions (EP) EL-EP Calculation Corporate exposures, of which IRB Class (a) Specialized lending under supervisory slotting criteria approach (other than HVCRE exposures) (c) Small-and-medium sized corporates (d) Other corporates Sovereign exposures, of which (a) Sovereigns (b) Sovereign foreign public sector entities Bank exposures, of which 0.6% of total risk-weighted amount for credit risk (IRB Approach) [Item 8 = Item 8 of Form_IRB_TOTCRWA x 0.6%] Surplus provisions added to Tier 2 capital [Min(Item 7, Item 8)] (a) Residential mortgages (b) Qualifying revolving retail exposures (c) Small business retail exposures (d) Other retail exposures to individuals Deduction from CET1 capital [Item 6 = Item 5(c) - Item 5(f)] Surplus provisions [Item 7 = Item 5(f) - Item 5(c)] (a) Banks (b) Securities firms (c) Public sector entities (excluding sovereign foreign public sector entities) Retail exposures, of which Total

• Part IIIc: 22 -

Part IIId : Risk-weighted Amount for Credit Risk (Securitization Exposures) Division A : Summary of Risk-weighted Amount and Capital Deductions (in HK$'000) (1) (2) A1. Under SEC-IRBA A2. Under SEC-ERBA A3. Under SEC-SA (a) of which RWA for re-securitization exposures A4. Total (item (A1) + item (A2) + item (A3)) A5. Total after adjusted for maximum capital requirement (a) under the SEC-IRBA (b) under the SEC-ERBA and SEC-SA A6. Under SEC-FBA A7. Adjusted total (item (A5) + item (A6)) of which: (a) RWA for off-balance sheet exposures whose CCF is not 100% (b) RWA for unrated exposures (e.g. liquidity facilities, servicer cash advance facilities and credit enhancements) extended to ABCP programme B1. Credit-enhancing interest-only strip B2. Gain-on-sale B3. Other increase in the CET1 capital B4. Other exposures specified by the Monetary Authority Notes: a. SEC-IRBA means the securitization internal ratings-based approach. b. SEC-ERBA means the securitization external ratings-based approach. c. SEC-SA means the securitization standardized approach. d. SEC-FBA means the securitization fall-back approach. e. Securitization exposures include re-securitization exposures unless otherwise stated. Total amount Amount incurred as an originating institution A. Risk-weighted amount B. Capital deductions

• Part IIId: 1 -

Division B : Securitization Exposures under SEC-IRBA Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Total (item (1)(k) + item (2)(k)) Item Nature of item Senior exposures On-balance Sheet Exposures (in HK$'000) Non-senior exposures Off-balance Sheet Exposures

• Part IIId: 2 -

Division C1 : Long-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount RWA under IAA Total Risk￾weighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Item Nature of item Senior long-term securitization exposures Non-senior long-term securitization exposures Total (item 1(k) + item 2(k)) On-balance Sheet Exposures (in HK$'000) Off-balance Sheet Exposures

• Part IIId: 3 -

Division C2 : Short-term Securitization Exposures under SEC-ERBA Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount RWA under IAA Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk￾weighted Amount RWA under IAA Total Risk￾weighted Amount (1) (2) (3) (3a) (4) (5) (6) (7) (7a) (8)=(3)+(7)

1. Senior short-term securitization exposures (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal

(a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% and < 50% (d) Risk-weight = 50% (e) Risk-weight > 50% and < 100% (f) Risk-weight = 100% (g) Risk-weight > 100% - 300% (h) Risk-weight > 300% - 500% (i) Risk-weight > 500% - 800% (j) Risk-weight > 800% - 1000% (k) Risk-weight > 1000% - <1250% (l) Risk-weight = 1250% (m) Subtotal 3. Note: a. Column (3a) is a subset of column (3), which is the RWA calculated by using the risk-weights determined under the IAA. Similarly, column (7a) is a subset of column (7). Total (item 1(m) + item 2(m)) Non-senior short-term securitization exposures Item Nature of item (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 4 -

Division D1 : Securitization Exposures (other than Re-securitization Exposures) under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Subtotal 3. Item Nature of item (in HK$'000) Non-senior securitization exposures (other than re-securitization exposures) Total (item (1)(k) + item (2)(k)) Senior securitization exposures (other than re-securitization exposures) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 5 -

Division D2 : Re-securitization Exposures under SEC-SA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% and < 100% (e) Risk-weight = 100% (f) Risk-weight > 100% - 300% (g) Risk-weight > 300% - 500% (h) Risk-weight > 500% - 800% (i) Risk-weight > 800% - 1000% (j) Risk-weight > 1000% - <1250% (k) Risk-weight = 1250% (l) Total Item Nature of item Re-securitization exposures under the SEC-SA (in HK$'000) On-balance Sheet Exposures Off-balance Sheet Exposures

• Part IIId: 6 -

Division E : Securitization Exposures under SEC-FBA Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Principal Amount Exposure Amount before CRM Exposure Amount after CRM Risk-weighted Amount Total Risk￾weighted Amount (1) (2) (3) (4) (5) (6) (7) (8)=(3)+(7) 1. 2. (a) Risk-weight < 15% (b) Risk-weight = 15% (c) Risk-weight > 15% - 50% (d) Risk-weight > 50% - 100% (e) Risk-weight > 100% - 300% (f) Risk-weight > 300% - 500% (g) Risk-weight > 500% - 800% (h) Risk-weight > 800% - 1000% (i) Risk-weight > 1000% - <1250% (j) Risk-weight = 1250% (k) Sub-total 3. Total (item 1 + item 2(k)) On-balance Sheet Exposures (in HK$'000) Item Nature of item Securitization exposures (without CRM) Securitization exposures (fully or partially covered by CRM) Off-balance Sheet Exposures

• Part IIId: 7 -

Part IIIe: Risk-weighted Amount for Exposures to Central Counterparties (CCP) (in HK$'000) Division A: Default Fund Contribution Default fund contribution Capital Charge Risk-weight % Risk-weighted Amount (A1) (A2) (A3) (A4)

1. Qualifying CCPs
2. Non-qualifying CCPs 1250 SUBTOTAL Division B: Default Risk Exposures Clearing member's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- Risk￾Principal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
3. Qualifying CCPs 1a. Risk-weight 0% 0 0 1b. Risk-weight 2% 2 1c. Other risk-weights not specified above
4. Non-qualifying CCPs 2a. Risk-weight 0% 0 0 2b. Risk-weight 10% 10 2c. Risk-weight 20% 20 2d. Risk-weight 30% 30 2e. Risk-weight 50% 50 2f. Risk-weight 100% 100 2g. Risk-weight 150% 150 2h. Other risk-weights not specified above SUBTOTAL Clearing client's exposures Collateral posted Non-IMM(CCR) IMM(CCR) Total Risk- Risk￾Principal Default Risk Default Risk Principal Exposure weight weighted Amount Exposure Exposure Amount After CRM % Amount (B1) (B2) (B3) (B4) (B5) (B6) (B7)
5. Qualifying CCPs 3a. Risk-weight 0% 0 0 3b. Risk-weight 2% 2 3c. Risk-weight 4% 4 3d. Other risk-weights not specified above
6. Non-qualifying CCPs 4a. Risk-weight 0% 0 0 4b. Risk-weight 20% 20 4c. Risk-weight 30% 30 4d. Risk-weight 50% 50 4e. Risk-weight 100% 100 4f. Risk-weight 150% 150 4g. Other risk-weights not specified above SUBTOTAL
7. TOTAL RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (before applying the cap)
8. TOTAL ADJUSTED RISK-WEIGHTED AMOUNT FOR EXPOSURES TO CCPs (after applying the cap) Derivative Contracts and SFTs Derivative Contracts and SFTs

• Part IIIe: 1 -

Part IIIf: Risk-weighted Amount for CVA Division A: Advanced CVA Method Item Nature of item End of quarter HK$'000 Latest available HK$'000 Average VaR / Stressed VaR HK$'000 Multiplication factor for VaR / Stressed VaR Risk-weighted Amount HK$'000

1. VaR
2. Stressed VaR TOTAL Division B: Standardized CVA Method Item Default Risk Exposures HK$'000 Capital Charge HK$'000 Risk-weighted Amount HK$'000

• Part IIIf: 1 -

Part IV: Risk-weighted Amount for Market Risk Division A: STM Approach - Interest Rate Exposures (Trading Book) A.1 Interest rate exposures - specific risk (a) Non-securitization exposures that do not fall within a correlation trading portfolio and that are not nth-to-default credit derivative contracts (HK$'000) Item Classes (Note (1)) Positions (0.25%) (1.00%) (1.60%)

Sovereign (including sovereign foreign public sector entities) 1.1 Credit quality grade 1 Long Short 1.2 Credit quality grade 2 or 3 Long Short 1.3 Credit quality grade 4 or 5 Long Short 1.4 Credit quality grade 6 Long Short 1.5 Unrated Long Short Qualifying 1.6 Issued by multilateral development banks Long Short 1.7 Issued by public sector entities (excluding sovereign foreign public sector entities) Long Short 1.8 Issued by banks Long Short 1.9 Issued by securities firms Long Short 1.10 Issued by corporates Long Short Non-qualifying 1.11 Credit quality grade 4 Long Short 1.12 Credit quality grade 5 Long Short 1.13 Unrated Long Short 1.14 TOTAL (Items 1.1 to 1.13) Long Short 1.15 Market risk capital charge factor 0.00% 0.25% 1.00% 1.60% 8.00% 12.00% _____% 1.16 TOTAL MARKET RISK CAPITAL CHARGE FOR SPECIFIC RISK FOR INTEREST RATE EXPOSURES (ON GROSS POSITIONS - LONG PLUS SHORT) Note: (12.00%) To be specified ( %) 6 months or less Over 6 months to 24 months Over 24 months (1) For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. Exposures by market risk capital charge factor for specific risk Total market risk capital charge for specific risk (0.00%) Residual maturity (8.00%)

• Part IV-A1(a):1 -

A.1 Interest rate exposures - specific risk (b) Securitization exposures that do not fall within a correlation trading portfolio (Note (1)) (HK$'000) A. Market risk capital charge calculations Securitization Exposures Long-term Short-term Long Short Long Short For investing institutions For originating institutions For long positions For short positions Applicable amount (Note (2)) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11)

1. Under STC(S) approach (a) 1.60% 1.60% (b) 2 2 4.00% 4.00% (c) 3 3 8.00% 8.00% (d) 4 28.00% 100.00% (e) 5 4 100.00% 100.00% Sub-total (f) (a) 1 1 3.20% 3.20% (b) 2 2 8.00% 8.00% (c) 3 3 18.00% 18.00% (d) 4 52.00% 100.00% (e) 5 4 100.00% 100.00% Sub-total (f)
2. Under IRB(S) approach (a) 1 1 0.56% 0.56% (b) 2 0.64% 0.64% (c) 3 0.80% 0.80% (d) 4 2 0.96% 0.96% (e) 5 1.60% 1.60% (f) 6 2.80% 2.80% (g) 7 3 4.80% 4.80% (h) 8 8.00% 8.00% (i) 9 20.00% 20.00% (j) 10 34.00% 34.00% (k) 11 52.00% 52.00% (l) 12 4 100.00% 100.00% Sub-total (m) (a) 1 1 0.96% 0.96% (b) 2 1.20% 1.20% (c) 3 1.44% 1.44% (d) 4 2 1.60% 1.60% (e) 5 2.80% 2.80% (f) 6 4.00% 4.00% (g) 7 3 6.00% 6.00% (h) 8 8.00% 8.00% (i) 9 20.00% 20.00% (j) 10 34.00% 34.00% (k) 11 52.00% 52.00% (l) 12 4 100.00% 100.00% Sub-total (m) Market risk capital charge for specific risk Positions incurred as an investing institution Positions incurred as an originating institution Market risk capital charge factor for specific risk Credit quality grades 1.3 All other securitization exposures that are not subject to capital deductions 1.4 Total (item 1.1(f) + item 1.2(f) + Item 1.3) 1.1 Rated securitization exposures (exclude re-securitization exposures) 1.2 Rated re-securitization exposures 2.1 Rated securitization exposures (exclude re-securitization exposures) - Senior and granular 2.2 Rated securitization exposures (exclude re-securitization exposures) - Non-senior, granular

• Part IV - A1(b):2 -

A.1 Interest rate exposures - specific risk (b) Securitization exposures that do not fall within a correlation trading portfolio (Note (1)) (HK$'000) A. Market risk capital charge calculations Securitization Exposures Long-term Short-term Long Short Long Short For investing institutions For originating institutions For long positions For short positions Applicable amount (Note (2)) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) Market risk capital charge for specific risk Positions incurred as an investing institution Positions incurred as an originating institution Market risk capital charge factor for specific risk Credit quality grades (a) 1.60% 1.60% (b) 2 2.00% 2.00% (c) 3 2.80% 2.80% (d) 4 2 2.80% 2.80% (e) 5 2.80% 2.80% (f) 6 4.00% 4.00% (g) 7 3 6.00% 6.00% (h) 8 8.00% 8.00% (i) 9 20.00% 20.00% (j) 10 34.00% 34.00% (k) 11 52.00% 52.00% (l) 12 4 100.00% 100.00% Sub-total (m) (a) 1.60% 1.60% (b) 2 2.00% 2.00% (c) 3 2.80% 2.80% (d) 4 2 3.20% 3.20% (e) 5 4.80% 4.80% (f) 6 8.00% 8.00% (g) 7 3 12.00% 12.00% (h) 8 16.00% 16.00% (i) 9 24.00% 24.00% (j) 10 40.00% 40.00% (k) 11 60.00% 60.00% (l) 12 4 100.00% 100.00% Sub-total (m) (a) 1 1 2.40% 2.40% (b) 2 3.20% 3.20% (c) 3 4.00% 4.00% (d) 4 2 5.20% 5.20% (e) 5 8.00% 8.00% (f) 6 12.00% 12.00% (g) 7 3 18.00% 18.00% (h) 8 28.00% 28.00% (i) 9 40.00% 40.00% (j) 10 52.00% 52.00% (k) 11 68.00% 68.00% (l) 12 4 100.00% 100.00% Sub-total (m) 2.6 All other securitization exposures that are not subject to capital deductions 2.4 Rated re-securitization exposures - Senior 2.5 Rated re-securitization exposures - Non-senior 2.3 Rated securitization exposures (exclude re-securitization exposures) - Non-granular

• Part IV - A1(b):3 -

A.1 Interest rate exposures - specific risk (b) Securitization exposures that do not fall within a correlation trading portfolio (Note (1)) (HK$'000) A. Market risk capital charge calculations Securitization Exposures Long-term Short-term Long Short Long Short For investing institutions For originating institutions For long positions For short positions Applicable amount (Note (2)) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) Market risk capital charge for specific risk Positions incurred as an investing institution Positions incurred as an originating institution Market risk capital charge factor for specific risk Credit quality grades B. Capital deductions Total (c) 2. Other exposures as specified by the Monetary Authority Note: 3. Total deductions (b) Of which re-securitization exposures (i) rated 2.8 Total market risk capital charge for specific risk (Item 2.8(9) / 2.8(10) = Item 2.7(9) / 2.7(10) multiplied by scaling factor 1.06) Positions incurred as an originating institution 3. Total

• Position col. (3) to (6): Item 1.4 + item 2.7
• Market risk capital charge col. (9) & (10): Item 1.4 + item 2.8 (b) Positions incurred as an investing institution 2.7 Total (Item 2.7 = sum of (row (m) of items 2.1 to 2.5) + item 2.6) (a) (a) Of which securitization (exclude re-securitization) exposures (ii) unrated (i) rated (ii) unrated

1. Gain-on-sale arising from securitization transaction as an originating institution (1) Securitization exposures include re-securitization exposures unless otherwise stated. (2) During the transitional period (securitization) of 1 January 2012 to 31 December 2013, both dates inclusive, the applicable total market risk capital charge for specific risk (i.e. column (11)) for the interest rate exposures of a reporting institution is calculated as the larger of the market risk capital charge for the long positions (i.e. column (9)) or the market risk capital charge for the short positions (i.e. column (10)). Upon the expiry of the transitional period (securitization), the applicable total market risk capital charge for specific risk (i.e. column (11)) of the institution is calculated as the sum of the market risk capital charge for the gross (i.e. long + short) positions (i.e. column (9) + column (10)). (3) STC(S) approach means the method of calculating credit risk for securitization exposures under the standardized (securitization) approach. (4) IRB(S) approach means the method of calculating credit risk for securitization exposures under the internal ratings-based (securitization) approach. (5) "Rated securitization exposures" means exposures with an ECAI issue specific rating under STC(S) approach and IRB(S) approach, or in the absence of an ECAI issue specific rating, an inferred rating under IRB(S) approach. (6) "Unrated" securitization exposures means securitization exposures other than rated securitization exposures and those treated as if not rated for regulatory capital purposes.

• Part IV - A1(b):4 -

A.1 Interest rate exposures - specific risk (c) Correlation trading portfolio (HK$'000) Long Short For long positions For short positions Applicable amount (1) (2) (3) (4) (5) = Higher of (3) or (4) Note: Positions Market risk capital charge for specific risk Correlation trading portfolio (Note (1)) (1) For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

• Part IV-A1(c):5 -

A.1 Interest rate exposures - specific risk (d) Non-securitization exposures that are nth-to-default credit derivative contracts (excluding those that fall within a correlation trading portfolio) (HK$'000) Item Classes (Note (1)) Positions (0.25%) (1.00%) (1.60%)

Sovereign (including sovereign foreign public sector entities) 1.1 Credit quality grade 1 Long Short 1.2 Credit quality grade 2 or 3 Long Short 1.3 Credit quality grade 4 or 5 Long Short 1.4 Credit quality grade 6 Long Short 1.5 Unrated Long Short Qualifying 1.6 Issued by multilateral development banks Long Short 1.7 Issued by public sector entities (excluding sovereign foreign public sector entities) Long Short 1.8 Issued by banks Long Short 1.9 Issued by securities firms Long Short 1.10 Issued by corporates Long Short Non-qualifying 1.11 Credit quality grade 4 Long Short 1.12 Credit quality grade 5 Long Short 1.13 Unrated Long Short 1.14 TOTAL (Items 1.1 to 1.13) Long Short 1.15 Market risk capital charge factor 0.00% 0.25% 1.00% 1.60% 8.00% 12.00% _____% 1.16 Long Short 1.17 APPLICABLE TOTAL MARKET RISK CAPITAL CHARGE FOR SPECIFIC RISK FOR INTEREST RATE EXPOSURES (Note (2)) Note: Over 24 months MARKET RISK CAPITAL CHARGE FOR SPECIFIC RISK FOR INTEREST RATE EXPOSURES Exposures by market risk capital charge factor for specific risk Total market risk capital charge for specific risk (0.00%) Residual maturity (8.00%) (12.00%) To be specified ( %) 6 months or less Over 6 months to 24 months (1) For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. (2) During the transitional period (securitization) of 1 January 2012 to 31 December 2013, both dates inclusive, the applicable market risk capital charge for specific risk (i.e. Item 1.17) for the interest rate exposures of a reporting institution is c alculated as the larger of the total market risk capital charge for the long positions or the total market risk capital charge for the short positions reported in the last column of Item 1.16. Upon the expiry of the transitional period (securitization), the applicable market risk capital charge for specific risk (i.e. Item 1.17) of the institution is calculated as the sum of the market risk capital charge for the gross (i.e. long + short) positions reported in the last column of Item 1.16.

• Part IV-A1(d):6 -

A.2 Interest rate exposures - general market risk Currency : (separate form for each currency) Maturity method (HK$'000) Long Short Long Short Long Short Long Short 1 1 ≤1 month ≤1 month 0.00% 2 >1 to 3 months >1 to 3 months 0.20% 3 >3 to 6 months >3 to 6 months 0.40% 4 >6 to 12 months >6 to 12 months 0.70% 2 5 >1 to 2 years >1.0 to 1.9 years 1.25% 6 >2 to 3 years >1.9 to 2.8 years 1.75% 7 >3 to 4 years >2.8 to 3.6 years 2.25% 3 8 >4 to 5 years >3.6 to 4.3 years 2.75% 9 >5 to 7 years >4.3 to 5.7 years 3.25% 10 >7 to 10 years >5.7 to 7.3 years 3.75% 11 >10 to 15 years >7.3 to 9.3 years 4.50% 12 >15 to 20 years >9.3 to 10.6 years 5.25% 13 >20 years >10.6 to 12 years 6.00% 14 >12 to 20 years 8.00% 15 >20 years 12.50% TOTAL OVERALL NET OPEN RISK-WEIGHTED POSITION Note: Zone Time band Coupon Calculation For debt-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. Overall net open risk￾weighted position Total market risk capital charge for general market risk Individual positions Risk-weight Risk-weighted positions Coupon of not less than 3% per annum Coupon of less than 3% per annum Debt securities & debt-related derivative contracts Interest rate derivative contracts Total Vertical disallowance Horizontal disallowance in Horizontal disallowance between TOTAL MARKET RISK CAPITAL CHARGE FOR GENERAL MARKET RISK FOR INTEREST RATE EXPOSURES Zone 1 Zone 2 Zone 3 Zones 1 & 2 Zones 2 & 3 Zones 1 & 3

• Part IV-A2:7 -

Division B: STM Approach - Equity Exposures (Trading Book) (HK$'000)

1. Common stocks Long Short
2. Convertible securities Long Short
3. Commitments to buy or sell equities and equity forward contracts Long Short
4. Equity swap contracts (Note (2)) Long Short
5. Futures contracts relating to equity indices Long Short
6. Futures contracts relating to individual equities Long Short
7. Option contracts relating to equity indices (Note (3)) Long Short
8. Option contracts relating to individual equities (Note (3)) Long Short
9. Others Long Short TOTAL Long Short Calculation (A) Gross (long plus short) positions Market risk capital charge factor 8% 8% 8% 8% 8% 8% Market risk capital charge for specific risk (B) Net long or short positions (in absolute value) Market risk capital charge factor 8% 8% 8% 8% 8% 8% Market risk capital charge for general market risk TOTAL MARKET RISK CAPITAL CHARGE FOR EQUITY EXPOSURES Note: (2) Stock or futures exchanges Total Hong Kong Item Nature of item Positions Outside Hong Kong (Note (1)) (1) The reporting institution should report its equity exposures on an exchange-by-exchange basis (i.e. separate column for each stock or futures exchange) and use separate reporting form(s) if the columns of this form are not enough. Where an equity swap contract involves a leg requiring the receipt or payment of fixed or floating rate interest, that leg should be regarded as an interest rate exposure and reported in Division A.2. (3) For equity-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

• Part IV-B:8 -

Division C: STM Approach - Foreign Exchange Exposures (HK$'000) Option contracts Total Net delta-weighted net Currency Hong Kong offices Overseas branches Subsidiaries positions of long (short) Note (1) Note (1) Note (1) option contracts position Note (2) US dollars USD Pound sterling GBP Japanese yen JPY Euro EUR Chinese renminbi CNY Canadian dollars CAD Swiss francs CHF Australian dollars AUD Singapore dollars SGD New Zealand dollars NZD Gold GOL Foreign currencies not separately specified above Hong Kong dollars HKD Sum of net long / short positions USD / HKD position Adjusted sum of net long / short positions Calculation

1. Adjusted sum of net long / short positions
2. Net position in gold (in absolute value) . 3. Total net open position (Item 3 = Item 1 + Item 2 )
3. Market risk capital charge factor 8% TOTAL MARKET RISK CAPITAL CHARGE FOR FOREIGN EXCHANGE EXPOSURES Note: (1) (2) Net long (short) position excluding option contracts Figures are extracted from Part I columns 5, 7 and 8 (where applicable) of the Return of Foreign Currency Position (MA(BS)6) but reported in HK$’000, subject to any applicable adjustments specified in paragraphs 6(b), 79 and 80 of the completion instructions. For exchange rate-related option contracts, the delta-weighted positions are reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1.

• Part IV-C:9 -

Division D: STM Approach - Commodity Exposures (HK$'000) Net Gross Market risk capital charge factor Total market Long Short long or short long plus short Net Gross risk capital Item Nature of items position positions position position charge for (in absolute value) commodity exposures (1) (2) (3) = (1) - (2) (4) = (1) + (2) (5) (6) (7) = (3) x (5) + (4) x (6)

1. Platinum 15% 3%
2. Silver 15% 3%
3. Other precious metals (excluding gold) _____________ 15% 3% 4 Other precious metals (excluding gold) _____________ 15% 3%
4. Base metals and non-precious metals _____________ 15% 3%
5. Base metals and non-precious metals _____________ 15% 3%
6. Energy _____________ 15% 3%
7. Energy _____________ 15% 3%
8. Agricultural assets _____________ 15% 3%
9. Agricultural assets _____________ 15% 3% TOTAL MARKET RISK CAPITAL CHARGE FOR COMMODITY EXPOSURES Note: (1) (2) (3) Where a commodity swap contract involves a leg requiring the receipt or payment of fixed or floating rate interest, that leg should be regarded as an interest rate exposure and reported in Division A.2, with the commodity exposure being included in the particular commodity above. For commodity-related option contracts, the delta-weighted positions should be reported above or, if the reporting institution engages only in the purchase of option contracts as defined in the completion instructions, such option contracts can be carved out and reported in Division E.1. The reporting institution should use separate form(s) for reporting of items 3 to 10 above if the rows of this form are not enough.

• Part IV-D:10 -

Division E: STM Approach - Option Exposures E.1 Simplified approach (For reporting institutions which purchase only option contracts as defined in the completion instructions.) 1(a) Long option contract with a related position in the underlying exposure of the option contract (HK$'000) Item Nature of the underlying exposure General market risk 1.1 Debt instruments (Note (1)) 0.00% (Note(2)) Note (3) 0.25% (Note(2)) Note (3) 1.00% (Note(2)) Note (3) 1.60% (Note(2)) Note (3) 8.00% (Note(2)) Note (3) 12.00% (Note(2)) Note (3) To be specified (Note(2)) Note (3) 1.2 Interest rate, i.e. non-debt related (Note (1)) Note (3) 1.3 Equity (Note(1)) 8.00% 1.4 Foreign exchange 8.00% 1.5 Commodity 15.00% TOTAL MARKET RISK CAPITAL CHARGE FOR OPTION EXPOSURES Note: (1) Only trading book positions should be reported. (2) The classes are same as those in Division A.1(a). (3) The general market risk capital charge should be calculated as per the risk-weights according to the time bands set out in Division A.2. Specific risk 8.00% 0.00% 0.00% 0.00% Report the market risk capital charge for each option contract as well as the related position in the underlying exposure below. Market risk capital charge = (Fair value of the underlying exposure of the option contract) x (Sum of the market risk capital charge factors for general market risk and specific risk for the underlying exposure) – (The amount by which the option contract is in-the-money) Market risk capital charge factor Long underlying exposure & long put option contract Short underlying exposure & long call option contract Total market risk capital charge

• Part IV-E1(a):11 -

E.1 Simplified approach (For reporting institutions which purchase only option contracts as defined in the completion instructions.) 1(b) Long call or long put option contracts (HK$'000) Item Nature of the underlying exposure General market risk 1.1 Debt instruments (Note (1)) 0.00% (Note(2)) Note (3) 0.25% (Note(2)) Note (3) 1.00% (Note(2)) Note (3) 1.60% (Note(2)) Note (3) 8.00% (Note(2)) Note (3) 12.00% (Note(2)) Note (3) To be specified (Note(2)) Note (3) 1.2 Interest rate, i.e. non-debt related (Note (1)) Note (3) 1.3 Equity (Note(1)) 8.00% 8.00% 1.4 Foreign exchange 0.00% 8.00% 1.5 Commodity 0.00% 15.00% TOTAL MARKET RISK CAPITAL CHARGE FOR OPTION EXPOSURES Note: (1) Only trading book positions should be reported. (2) The classes are same as those in Division A.1(a). (3) The general market risk capital charge should be calculated as per the risk-weights according to the time bands set out in Division A.2. 0.00% Report the market risk capital charge for each option contract below. Such market risk capital charge should be the lesser of (i) the fair value of the underlying exposure of the option contract multiplied by the sum of the market risk capital charge factors for general market risk and specific risk for the underlying exposure of the option contract and (ii) the fair value of the option contract. Market risk capital charge factor Long put option contract Long call option contract Total market risk Specific risk capital charge

• Part IV-E1(b):12 -

E.2 Delta-plus approach - gamma and vega risks (For reporting institutions which use the delta-plus approach to report option contracts) 2(a) Debt-related and interest rate option contracts 2(b) Equity option contracts Currency: (separate form for each currency) (HK$'000) (HK$'000) Coupon of not less than 3% per annum Coupon of less than 3% per annum ≤1 month ≤1 month

1 to 3 months >1 to 3 months 3 to 6 months >3 to 6 months 6 to 12 months >6 to 12 months 1 to 2 years >1.0 to 1.9 years 2 to 3 years >1.9 to 2.8 years 3 to 4 years >2.8 to 3.6 years 4 to 5 years >3.6 to 4.3 years 5 to 7 years >4.3 to 5.7 years 7 to 10 years >5.7 to 7.3 years 10 to 15 years >7.3 to 9.3 years 15 to 20 years >9.3 to 10.6 years 20 years >10.6 to 12 years 12 to 20 years 20 years Total 2(a) Note: Report the delta-weighted position of option contracts into Divisions A to D as appropriate. Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Total 2(b) Time band Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Types of underlying exposure

• Part IV-E2(a) & (b):13 -

E.2 Delta-plus approach - gamma and vega risks (For reporting institutions which use the delta-plus approach to report option contracts) 2(c) Foreign exchange and gold option contracts 2(d) Commodity option contracts (HK$'000) (HK$'000) Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Types of underlying exposure Market risk capital charge for gamma risk (negative gamma impact) Market risk capital charge for vega risk Total 2(c) Note: Report the delta-weighted position of option contracts into Divisions A to D as appropriate. Types of underlying exposure Total 2(d)

• Part IV-E2(c) & (d):14 -

Division F: IMM Approach (Note (1a)) F.1 Market risk capital charge under the IMM approach (HK$'000) VaR / Stressed VaR Number of back-testing exceptions End of quarter Based on Based on VaR / Stressed VaR actual hypothetical (Note (2a)) profit & loss profit & loss (Note (2)) (a) (b) (c) (d) (e) (f) (a) General market risk - VaR and stressed VaR

1. VaR 1.1 1.2 1.3 1.4 1.5 Aggregate of all risk categories (Note (1)) 1.6 Average VaR x multiplication factor mc (Item 1.6 = Item 1.5 (b) x Item 1.5 (e)) 1.7 Market risk capital charge for general market risk calculated by internal models (Item 1.5(a) or item 1.6, whichever is higher)
2. Stressed VaR 2.1 2.2 2.3 2.4 2.5 Aggregate of all risk categories (Note (1)) 2.6 Average stressed VaR x multiplication factor ms (Item 2.6 = Item 2.5 (b) x item 2.5 (e)) 2.7 Market risk capital charge for general market risk calculated by internal models (Item 2.5(a) or item 2.6, whichever is higher)
3. Total market risk capital charge for general market risk calculated by internal models - VaR and stressed VaR (Item 1.7 + item 2.7) (b) Specific risk - VaR and stressed VaR
4. VaR 1.1 Specific risk calculated by internal models (Note (3)) 1.2 Average VaR x multiplication factor mc (Item 1.2 = Item 1.1 (b) x Item 1.1 (e)) 1.3 Market risk capital charge for specific risk calculated by internal models (Item 1.1(a) or item 1.2, whichever is higher)
5. Stressed VaR 2.1 Specific risk calculated by internal models (Note (3)) 2.2 Average stressed VaR x multiplication factor ms (Item 2.2 = Item 2.1 (b) x item 2.1 (e)) 2.3 Market risk capital charge for specific risk calculated by internal models (Item 2.1(a) or item 2.2, whichever is higher)
6. Total market risk capital charge for specific risk calculated by internal models - VaR and stressed VaR (Item 1.3 + Item 2.3) Foreign exchange Commodity Foreign exchange Commodity Total market risk capital charge Interest rate Equity Multiplication factor for VaR (mc ) / Stressed VaR (ms ) Average VaR / Stressed VaR over last 60 trading days Item Nature of items Interest rate Equity

• Part IV-F:15 -

F.1 Market risk capital charge under the IMM approach (HK$'000) (c) Specific risk - Incremental risk charge (IRC), comprehensive risk charge (CRC) and supplemental capital charge (SCC) Item Nature of items IRC / CRC Latest Average over last 12 weeks (a) (b) (c) (d)

1. IRC 1.1 1.2 1.3 1.4 Market risk capital charge for specific risk calculated by internal models (Item 1.4 = Item 1.3 (c)(Si) x the higher of (Item 1.3 (a) or Item 1.3 (b))
2. CRC - Correlation trading portfolio 2.1 CRC 2.2 CRC calculated by internal models (Item 2.1 (c) (Sc) x the higher of (Item 2.1 (a) or Item 2.1 (b)) 2.3.1 Market risk capital charge for specific risk for long positions calculated under the STM approach 2.3.2 Market risk capital charge for specific risk for short positions calculated under the STM approach 2.3 Floor for CRC (Item 2.3 = 8% x the higher of (Item 2.3.1 or Item 2.3.2)) 2.4 Market risk capital charge for specific risk (Item 2.4 = the higher of Item 2.2 or Item 2.3)
3. Supplemental capital charge arising from the correlation trading portfolio
4. Total market risk capital charge for specific risk calculated by internal models - IRC, CRC and SCC (Item 1.4 + item 2.4 + item 3) (d) Total market risk capital charge for specific risk calculated by internal models (Item F.1(b)3 + item F.1(c)4) (e) TOTAL MARKET RISK CAPITAL CHARGE UNDER THE IMM APPROACH (Item F.1(a)3 + item F.1(d)) F.2 Largest daily losses over the quarter (HK$'000) Amount of loss (absolute value) VaR Note: (1a) (1) (2a) (4) The multiplication factor is the sum of (i) the value of three; (ii) the plus factor based on the number of back-testing exceptions for the last 250 trading days based on the VaR (but not the stressed VaR); and (iii) any additional plus factor assigned to the institution by the MA. IRC - Interest rate A reporting institution must use the STM approach to calculate the market risk capital charge for specific risk for the following specific risk interest rate exposures irrespective of the approach it adopts for calculating the VaR and stressed VaR for general market risk and (where applicable) specific risk for those exposures: (a) securitization exposures which fall within section 286(a)(ii) of the Banking (Capital) Rules; (b) exposures which fall within section 286(a)(iii) of the Banking (Capital) Rules (i.e. correlation trading portfolio) but for which the institution does not have the approval of the MA to calculate a comprehensive risk charge; and (c) nth-to-default credit derivative contracts which fall within section 286(a)(iv) of the Banking (Capital) Rules. Scaling factor for IRC (Si ) / CRC (Sc ) (Note (4)) Total market risk capital charge If the stressed VaR as at the end of the reporting quarter is not available, reporting institutions should report the latest available stressed VaR in the relevant cells. For VaR and stressed VaR, the total reported under the individual items is not necessarily equal to the sum of their respective components because of the correlation across the risk categories. IRC - Equity Aggregate of risk categories Date (DD/MM/YYYY) The scaling factor is 1 or such other value as the MA may specify in a notice in writing given to the institution. (3) If a reporting institution uses one internal model to calculate both the market risk capital charge for general market risk and market risk capital charge for specific risk, the institution does not need to report its calculation for general market risk and specific risk separately. The figures reported in Section (a) in respect of general market risk can cover both general market risk and specific risk, and the institution is not required to complete Section (b) in respect of specific risk. (2)

• Part IV-F:16 -

Division G: Risk-weighted Amount for Market Risk (HK$'000)

1. Total market risk capital charges under the STM approach Division A.2 (Note (1)) Division B Division C Division D Total (a) 1(a) (b)A 1(b) (c) 2(a) (Note (1)) (d) 2(b) 2(c) 2(d) (A)
2. Total market risk capital charges under the IMM approach (Item Division F.1(e)) (B)
3. TOTAL RISK-WEIGHTED AMOUNT FOR MARKET RISK [(Item A + Item B) x 12.5] Note: (1) The sum of the market risk capital charges for all currencies should be reported. Division A.1 Division E

• Part IV-G:17 -

Part V: Risk-weighted Amount for Operational Risk Capital Charge Factor %

1. BIA Approach 15
2. STO Approach 2.1 a. Corporate finance 18 b. Trading and sales 18 c. Retail banking 12 d. Commercial banking 15 e. Payment and settlement 18 f. Agency services 15 g. Asset management 12 h. Retail brokerage 12 i. Unclassified 18 2.2 TOTAL
3. ASA Approach 3.1 a. Retail banking 12 b. Commercial banking 15 c. SUBTOTAL 3.2 a. Corporate finance 18 b. Trading and sales 18 c. Payment and settlement 18 d. Agency services 15 e. Asset management 12 f. Retail brokerage 12 g. Unclassified 18 h. SUBTOTAL 3.3 3.1a & 3.1b as one business line 15 3.4 3.2a to 3.2g as one business line 18 3.5 TOTAL
4. Capital charge for operational risk
5. RISK-WEIGHTED AMOUNT FOR OPERATIONAL RISK (5 = 4 X 12.5) Nature of item Second Year Third Year Gross Income/Loans & Advances HK$'000 Capital Charges HK$'000 Item First Year Second Year Third Year First Year

• Part V: 1 -

Part VI: Risk-weighted Amount for Sovereign Concentration Risk Risk-weighted amount HK$'000 1(a) 1(b) 1(c) 1(d) 1(e) 1(f) 1(g) 1(h) 1(i) 1(j)

1. Countries/Jurisdictions to which the AI Has Concentrated Sovereign Exposure
2. Total Risk-weighted Amount for Sovereign Concentration Risk Item Countries/Jurisdictions

• Part VI: 1 -